+730.5%
CSCO vs AMP
+1,967.6%
-1,237.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -6.7% |
| 7D | +1.9% | +3.9% | -2.0% | +0.4% |
| 30D | -15.8% | +5.1% | -21.0% | -17.5% |
| 3M | -15.4% | -8.7% | -6.7% | -12.6% |
| 6M | -5.4% | +11.4% | -16.8% | -9.8% |
| YTD | +26.5% | +7.3% | +19.1% | +21.7% |
| 1Y | +25.9% | +14.6% | +11.3% | +18.1% |
| 3Y | +97.5% | +61.2% | +36.3% | +60.4% |
| 5Y | +93.0% | +81.0% | +12.0% | +46.9% |
| 10Y | +308.6% | +468.0% | -159.4% | +87.9% |
| All | +730.5% | +1,967.6% | -1,237.1% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling